@Grigorios 

Hi,

Do you mean there is no Client List shown in the VPN Client menu of the Tether app? (i.e. the section circled in red in the screenshot below)

Anyway, it would be helpful if you could post a picture that shows how it looks for you.

Here is the pictures you ask.

As you see don't seems anywhere that the vpn is off.

So i can't disable it to any device i want.

Why is this happening?

  @Grigorios 

Please excuse me, but I don't quite understand where the problem is.

Your last screenshot shows that the section for managing the clients that use the VPN connection does exist. If you open the Client List by tapping on "Client List     >" you should be able to either add more clients (tap "+") or delete clients by a long-touch on any of the listed devices. 
 

From the 3rd picture i can't even press the devices. So i CAN'T disable or enable the vpn.

And from anywhere at the android app tether i CAN'T enable or disable the vpn from any device i want.

Now you understand what is the problem?

I have already test from the beginning if i have the latest android app & router firmware version.

Is not that.

And i can't simply hold pressed the devices(It doesn't do anything at all i test it now)

  @Grigorios 

I don't know why it doesn't work for you, but below is a sample screenshot that shows how it should look like after you long-press on a device inside the VPN's "Client List".